| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 710648.8089 | 667457.0263 | 43191.7826 | 829485.341 | 691664.4448 | 137820.8962 |
| Total P&L (%) | 710.6488 | 667.457 | 43.1918 | 829.4853 | 691.6644 | 137.8209 |
| Avg Daily Profit (%) | 0.3847 | 0.3613 | 0.0234 | 0.1208 | 0.1121 | 0.0469 |
| Buy And Hold Return (%) | 154.3321 | 154.3321 | 154.3321 | 154.3321 | 154.3321 | 154.3321 |
| Max Trade Drawdown | -45697 | -71445 | -53913 | -225718 | -319303 | -280773 |
| Profit Factor | 3.2767 | 5.5276 | 1.2622 | 1.6322 | 2.0531 | 1.2103 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 18 | 10 | 8 | 18 | 10 | 8 |
| Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Profitability (%) | 29.0323 | 32.2581 | 25.8065 | 29.0323 | 32.2581 | 25.8065 |
| Ratio Avg Win / Avg Loss | 8.0097 | 11.6079 | 3.6289 | 3.9898 | 4.3116 | 3.4797 |
| Largest Winning Trade | 583786 | 583786 | 55329 | 345873 | 345873 | 253873 |
| Largest Losing Trade | -35601 | -21366 | -35601 | -112743 | -112743 | -101010 |
| Avg Bars in Trades | 84 | 83 | 86 | 84 | 83 | 86 |
| Avg Bars in Winners | 208 | 194 | 226 | 208 | 194 | 226 |
| Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
| Bars Traded | 5265 | 2596 | 2669 | 5265 | 2596 | 2669 |
| Profit Streak | 143.1859 | 143.8526 | 0 | 143.1859 | 143.8526 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -156053 | 334699 | -352745 | -199620 | -47235 | -321693 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5542,
"evaluation_days": 1847.33,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605024000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759897665839,
"expiration_time": 1764669888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
710648.808863957,
667457.0262631528,
43191.7826008045,
829485.341002713,
691664.4448405727,
137820.8961621405
],
[
710.648809,
667.457026,
43.191783,
829.485341,
691.664445,
137.820896
],
[
0.38469,
0.361309,
0.023381,
0.120758,
0.11206,
0.046908
],
[
154.332065,
154.332065,
154.332065,
154.332065,
154.332065,
154.332065
],
[
-45697,
-71445,
-53913,
-225718,
-319303,
-280773
],
[
3.276714,
5.527583,
1.262217,
1.632206,
2.053149,
1.21032
],
[
62,
31,
31,
62,
31,
31
],
[
18,
10,
8,
18,
10,
8
],
[
44,
21,
23,
44,
21,
23
],
[
29.032258,
32.258065,
25.806452,
29.032258,
32.258065,
25.806452
],
[
8.009745,
11.607925,
3.628873,
3.989837,
4.311612,
3.479671
],
[
583786,
583786,
55329,
345873,
345873,
253873
],
[
-35601,
-21366,
-35601,
-112743,
-112743,
-101010
],
[
84,
83,
86,
84,
83,
86
],
[
208,
194,
226,
208,
194,
226
],
[
34,
31,
37,
34,
31,
37
],
[
5265,
2596,
2669,
5265,
2596,
2669
],
[
143.185947,
143.852614,
0,
143.185947,
143.852614,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156053,
334699,
-352745,
-199620,
-47235,
-321693
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5542,
"evaluation_days": 1847.33,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605024000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759897665839,
"expiration_time": 1764669888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|